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There are 405462 results for: content related to: The Effect of Temporal Risk Aversion on Optimal Consumption, the Equity Premium, and the Equilibrium Interest Rate

  1. Uncertainty, Time-Varying Fear, and Asset Prices

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1843–1889, ITAMAR DRECHSLER

    Article first published online : 10 SEP 2013, DOI: 10.1111/jofi.12068

  2. Non-addictive Habit Formation and the Equity Premium Puzzle

    European Financial Management

    Volume 3, Issue 3, November 1997, Pages: 293–319, Milind M. Shrikhande

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-036X.00045

  3. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY

    Journal of Financial Research

    Volume 34, Issue 2, Summer 2011, Pages: 179–215, Mark C. Freeman

    Article first published online : 16 JUN 2011, DOI: 10.1111/j.1475-6803.2011.01288.x

  4. EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION

    Mathematical Finance

    Volume 22, Issue 3, July 2012, Pages: 538–568, Jin E. Zhang, Huimin Zhao and Eric C. Chang

    Article first published online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00468.x

  5. Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach

    Mathematical Finance

    Volume 8, Issue 1, January 1998, Pages: 49–65, Hyeng Keun Koo

    Article first published online : 5 JAN 2002, DOI: 10.1111/1467-9965.00044

  6. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  7. EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING

    Journal of the European Economic Association

    Michaela Pagel

    Article first published online : 26 JUN 2015, DOI: 10.1111/jeea.12137

  8. LIFE-CYCLE PREFERENCES REVISITED

    Journal of the European Economic Association

    Volume 11, Issue 6, December 2013, Pages: 1290–1319, Antoine Bommier

    Article first published online : 20 NOV 2013, DOI: 10.1111/jeea.12056

  9. Continuous-Time Methods in Finance: A Review and an Assessment

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1569–1622, Suresh M. Sundaresan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00261

  10. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  11. INTERTEMPORAL UTILITY SMOOTHING: THEORY AND APPLICATIONS

    Japanese Economic Review

    Volume 64, Issue 1, March 2013, Pages: 16–41, Katsutoshi Wakai

    Article first published online : 5 NOV 2012, DOI: 10.1111/j.1468-5876.2012.00587.x

  12. Asset Pricing with Dynamic Margin Constraints

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 405–452, OLEG RYTCHKOV

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12100

  13. Accruals and the Conditional Equity Premium

    Journal of Accounting Research

    Volume 49, Issue 1, March 2011, Pages: 187–221, HUI GUO and XIAOWEN JIANG

    Article first published online : 14 DEC 2010, DOI: 10.1111/j.1475-679X.2010.00393.x

  14. New Millennium Research to Practice - Conference Abstracts: 11th World Congress of the International Association for the Scientific Study of Intellectual Disabilities (IASSID), 1-6 August 2000 Seattle, Washington, USA

    Journal of Intellectual Disability Research

    Volume 44, Issue 3-4, June 2000, Pages: 189–528,

    Article first published online : 18 DEC 2007, DOI: 10.1046/j.1365-2788.2000.d01-124.x

  15. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  16. Liquidity Premia and Transaction Costs

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2329–2366, BONG-GYU JANG, HYENG KEUN KOO, HONG LIU and MARK LOEWENSTEIN

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01277.x

  17. Model Misspecification, the Equilibrium Natural Interest Rate, and the Equity Premium

    Journal of Money, Credit and Banking

    Volume 41, Issue 7, October 2009, Pages: 1453–1479, ORESTE TRISTANI

    Article first published online : 15 SEP 2009, DOI: 10.1111/j.1538-4616.2009.00263.x

  18. INFORMATION AND THE EQUITY PREMIUM

    Journal of the European Economic Association

    Volume 9, Issue 5, October 2011, Pages: 871–902, Christian Gollier and Edward Schlee

    Article first published online : 5 SEP 2011, DOI: 10.1111/j.1542-4774.2011.01034.x

  19. A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle

    Mathematical Finance

    Volume 3, Issue 2, April 1993, Pages: 65–84, Knut K. Aase

    Article first published online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1993.tb00079.x

  20. The Equity Premium: Consistent with GDP Growth and Portfolio Insurance

    Financial Review

    Volume 41, Issue 4, November 2006, Pages: 547–564, Christophe Faugère and Julian Van Erlach

    Article first published online : 9 OCT 2006, DOI: 10.1111/j.1540-6288.2006.00156.x